That's because they are? Socks are designed to keep your feet warm, and they help protect your feet from blisters when you're wearing shoes. That, and they send to soak up a lot of sweat...

[And get stinky, the thought alone which makes him laugh softly to himself.]

That, and clothes provide extra protection. It's not the same as armor, but that's at least one extra layer to protect your skin from the sun, scrapes and bruises, plus people tend to think it's indecent if you start running around in the nude.